+6.1%
CMCSA vs BRO
+294.2%
-288.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.9% | -7.3% | +2.5% | -1.7% |
| 30D | -1.1% | -6.9% | +5.8% | +2.0% |
| 3M | +6.6% | +10.7% | -4.1% | +1.9% |
| 6M | -15.5% | -2.7% | -12.8% | -14.9% |
| YTD | -6.7% | -16.3% | +9.6% | -0.3% |
| 1Y | -15.6% | -29.1% | +13.5% | -3.4% |
| 3Y | -33.7% | -7.8% | -25.9% | -34.4% |
| 5Y | -46.6% | +18.7% | -65.4% | -55.1% |
| All | +6.1% | +294.2% | -288.2% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling